JD vs. BABA
Compare and contrast key facts about JD.com, Inc. (JD) and Alibaba Group Holding Limited (BABA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JD or BABA.
Performance
JD vs. BABA - Performance Comparison
Returns By Period
In the year-to-date period, JD achieves a 24.53% return, which is significantly higher than BABA's 15.27% return. Over the past 10 years, JD has outperformed BABA with an annualized return of 3.95%, while BABA has yielded a comparatively lower -1.92% annualized return.
JD
24.53%
-13.67%
-0.77%
28.12%
2.20%
3.95%
BABA
15.27%
-13.51%
0.91%
16.67%
-13.38%
-1.92%
Fundamentals
| JD | BABA | |
|---|---|---|
| Market Cap | $56.71B | $222.85B |
| EPS | $2.75 | $3.87 |
| PE Ratio | 13.13 | 23.72 |
| PEG Ratio | 1.27 | 0.68 |
| Total Revenue (TTM) | $842.84B | $708.35B |
| Gross Profit (TTM) | $130.80B | $264.16B |
| EBITDA (TTM) | $22.67B | $67.59B |
Key characteristics
| JD | BABA | |
|---|---|---|
| Sharpe Ratio | 0.48 | 0.11 |
| Sortino Ratio | 1.15 | 0.43 |
| Omega Ratio | 1.13 | 1.05 |
| Calmar Ratio | 0.33 | 0.05 |
| Martin Ratio | 1.55 | 0.42 |
| Ulcer Index | 16.72% | 9.52% |
| Daily Std Dev | 53.51% | 37.74% |
| Max Drawdown | -79.14% | -80.09% |
| Current Drawdown | -65.00% | -71.45% |
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Correlation
The correlation between JD and BABA is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
JD vs. BABA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JD.com, Inc. (JD) and Alibaba Group Holding Limited (BABA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
JD vs. BABA - Dividend Comparison
JD's dividend yield for the trailing twelve months is around 2.11%, more than BABA's 1.87% yield.
| TTM | 2023 | 2022 | |
|---|---|---|---|
JD JD.com, Inc. | 2.11% | 2.08% | 2.21% |
BABA Alibaba Group Holding Limited | 1.87% | 1.29% | 0.00% |
Drawdowns
JD vs. BABA - Drawdown Comparison
The maximum JD drawdown since its inception was -79.14%, roughly equal to the maximum BABA drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for JD and BABA. For additional features, visit the drawdowns tool.
Volatility
JD vs. BABA - Volatility Comparison
JD.com, Inc. (JD) has a higher volatility of 17.25% compared to Alibaba Group Holding Limited (BABA) at 10.30%. This indicates that JD's price experiences larger fluctuations and is considered to be riskier than BABA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
JD vs. BABA - Financials Comparison
This section allows you to compare key financial metrics between JD.com, Inc. and Alibaba Group Holding Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities